Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.80% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'250 CHF | 260'325 CHF | 100.00% | 100.00% |
24.05.2024 | 0.80% | 103.28 % | 104.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'194 CHF | 260'269 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 103.24 % | 104.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'111 CHF | 260'186 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 103.18 % | 104.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'867 CHF | 259'942 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 103.06 % | 103.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'814 CHF | 259'889 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 103.09 % | 103.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'704 CHF | 259'779 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.98 % | 103.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'429 CHF | 259'504 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.87 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'143 CHF | 259'218 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'971 CHF | 259'046 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'207 CHF | 258'257 CHF | 100.00% | 100.00% |